public void StaticDaysTest()
{
var data = CreateMarketData().ToArray();
var parameters = new StaticDatesParameters
{
BuyDates = data.ToDictionary(k => k.Date, _ => true)
};
var target = SimulateStrategy(data, x => x.Create(parameters));
var actual = ToApprovedString(target);
Approvals.Verify(actual);
}
public IStrategy Create(IParameters parameters)
{
return(parameters switch
{
LinearRegressionParameters p => Create(p),
RelativeStrengthParameters p => Create(p),
DeltaParameters p => Create(p),
VolumeParameters p => Create(p),
GradientParameters p => Create(p),
EntropyParameters p => Create(p),
StaticDatesParameters p => Create(p),
MovingAverageParameters p => Create(p),
HolidayEffectParameters p => Create(p),
WeightedParameters p => Create(p),
OptimalStoppingParameters p => Create(p),
ProbabilityParameters p => Create(p),
SpreadParameters p => Create(p),
ClusteringParameters p => Create(p),
_ => throw new NotImplementedException(),
});
public StaticDatesStrategy(StaticDatesParameters parameters) => _parameters = parameters;
